+821.1%
XLB vs BHP
+4,770.6%
-3,949.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.3% |
| 7D | +0.5% | -0.5% | +1.0% | +0.7% |
| 30D | +5.2% | -4.5% | +9.7% | +7.0% |
| 3M | +0.3% | -6.9% | +7.2% | +2.9% |
| 6M | +1.2% | -10.6% | +11.7% | +4.9% |
| YTD | +16.6% | +37.2% | -20.5% | 0.0% |
| 1Y | +21.4% | +48.0% | -26.6% | +0.7% |
| 3Y | +43.2% | +52.6% | -9.3% | +14.9% |
| 5Y | +28.0% | +116.5% | -88.4% | -14.2% |
| 10Y | +164.8% | +334.9% | -170.2% | +25.7% |
| All | +821.1% | +4,770.6% | -3,949.5% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BHP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling